How to make a window brighter without changing light of other objects in the room?
You can control the brightness of the HDR with the slider for the World>Surface>Strength. 

See:

How can I create a silhouette using HDR in cycles?

To use two different light intensities in the same image used for the background, one to light the scene and one that is only seen by the camera you can use a light path and use "is camera ray" to control the mix of two different background nodes

Read:  Increase brightness of HDR to light the scene, but keeping the background at a lower exposure